NIKKEI 225 Index Future (Globex) December 2011

Trading Metrics calculated at close of trading on 21-Oct-2011

Day Change Summary
	Previous	Current
	20-Oct-2011	21-Oct-2011	Change	Change %	Previous Week
Open	8,760	8,700	-60	-0.7%	8,900
High	8,810	8,760	-50	-0.6%	8,960
Low	8,650	8,670	20	0.2%	8,650
Close	8,700	8,750	50	0.6%	8,750
Range	160	90	-70	-43.8%	310
ATR	173	167	-6	-3.4%	0
Volume	7,305	4,792	-2,513	-34.4%	31,745

Daily Pivots for day following 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	8,997	8,963	8,800
R3	8,907	8,873	8,775
R2	8,817	8,817	8,767
R1	8,783	8,783	8,758	8,800
PP	8,727	8,727	8,727	8,735
S1	8,693	8,693	8,742	8,710
S2	8,637	8,637	8,734
S3	8,547	8,603	8,725
S4	8,457	8,513	8,701

Weekly Pivots for week ending 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	9,717	9,543	8,921
R3	9,407	9,233	8,835
R2	9,097	9,097	8,807
R1	8,923	8,923	8,779	8,855
PP	8,787	8,787	8,787	8,753
S1	8,613	8,613	8,722	8,545
S2	8,477	8,477	8,693
S3	8,167	8,303	8,665
S4	7,857	7,993	8,580

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	8,960	8,650	310	3.5%	157	1.8%	32%	False	False	6,349
10	8,960	8,610	350	4.0%	154	1.8%	40%	False	False	6,133
20	8,960	8,280	680	7.8%	175	2.0%	69%	False	False	6,994
40	9,045	8,280	765	8.7%	175	2.0%	61%	False	False	7,431
60	9,950	8,280	1,670	19.1%	170	1.9%	28%	False	False	4,971
80	10,120	8,280	1,840	21.0%	128	1.5%	26%	False	False	3,731

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	40
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	9,143
2.618	8,996
1.618	8,906
1.000	8,850
0.618	8,816
HIGH	8,760
0.618	8,726
0.500	8,715
0.382	8,705
LOW	8,670
0.618	8,615
1.000	8,580
1.618	8,525
2.618	8,435
4.250	8,288

Fisher Pivots for day following 21-Oct-2011
Pivot	1 day	3 day
R1	8,738	8,768
PP	8,727	8,762
S1	8,715	8,756

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These figures are updated between 7pm and 10pm EST after a trading day.

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